Order Book Python Packages

wickra-xray

Microstructure explorer — footprint, order-book heatmap, liquidation map and funding/OI divergence over the Wickra core, in ten languages with a web renderer.

tradefloor

A simulated stock market for testing trading strategies and AI agents. Orders move prices, any market can be forked, and every run reproduces exactly.

wickra-impact

The backtester that knows you would have moved the market: agent-based fills on the real historical L2 order book.

wickra-terminal

Streaming trading terminal — one data-driven core in 10 languages, driving 497 Wickra indicators over live, replay and synthetic feeds. A native TUI and a Web front-end are two renderers over the same core.

wickra-timemachine

Scrub the whole crypto market like a video: every symbol, full orderbook + trades + funding, rewound to any moment, reconstructed in O(1) via deterministic re-fold.

orderflow-metrics

Microstructure order-flow metrics — Order Flow Imbalance (OFI), depth and trade imbalance. Dependency-free TypeScript.

flox-py

Framework for building trading systems

wickra-radar

Liquidation radar — sees cascades before they happen: OI, funding, order-book and liquidation signals across every perp in parallel over the Wickra core, in ten languages.

wickra-copilot

Market copilot — an LLM grounded in real order book, liquidation and funding microstructure, not vibes: a local trading assistant that cannot hallucinate, over the Wickra core, in ten languages.

synpath

One open-source API for prediction markets. Trade Kalshi, Polymarket, Polymarket US and Opinion with one Python SDK: unified market data, smart order routing across venues, and advanced order types. Plus tick-level Kalshi order book history.

marketlens

Python SDK for Polymarket order book data and backtesting. Tick-level L2 snapshots, billions of deltas, full book reconstruction, and a strategy backtesting engine with realistic execution.

wickra-synth

Deterministic synthetic market microstructure — OHLCV, order book, trades and funding from a single seed, byte-identical across ten languages.

itch-book

NASDAQ TotalView-ITCH 5.0 parser and order book: header-only C++23 core, pip install itch-book for BBO, trades, order-by-order and depth Parquet tables

flox-mcp

Framework for building trading systems

pretium

A simulated stock market for testing trading strategies and AI agents. Orders move prices, any market can be forked, and every run reproduces exactly.

ordersim

Inspectable execution simulator for order-book replay and latency-aware fill simulation

tendquant

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mersennet-sdk

Python SDK for Mersennet: JSON-RPC, MersennetOrders on-chain order book, staking precompile, shielded notes and viewing keys.

obook

A fast, embeddable limit-order-book & matching engine in Go — plus a microstructure research harness and a WASM-powered animated explainer. MIT.

meatpy

MeatPy

lrvx-mcp

Framework for building trading systems

lrvx

Framework for building trading systems

tracebook-sim

Conformance testing, semantic diffing, and minimal reproducible failures for matching engines.

flowex

Real-time multi-exchange crypto market data in Python - WebSocket streaming, order book metrics, and per-symbol actor workers for Binance, Bybit, and Bitget.